A BAYESIAN SIMULATION APPROACH TO INFERENCE ON A MULTI-STATE LATENT FACTOR INTENSITY MODEL
Chew Lian Chua, GC Lim, Penelope Smith
Australian and New Zealand Journal of Statistics | WILEY-BLACKWELL | Published : 2011
The authors thank the handling editor, Professor Silvapulle, the associate editor, and the referee for very helpful comments. The authors were funded by a grant from the Melbourne Centre for Financial Studies, a consortium of Melbourne, Monash and RMIT Universities, and the Financial Services Institute of Australasia. The views expressed in this paper are those of the authors and not necessarily those of the Reserve Bank of Australia.